Kiyoshi Ito - A brief introduction to Stochastic Calculus

Kiyoshi It\ˆ{o} is known as the father of modern stochastic analysis. Like many mathematicians his work originally saw little exposure to the academic community but is now the fundamental base that all stochastic analysis is derived from. In this talk I will briefly discuss the differences between classical and stochastic calculus, I will give a biographical sketch of Kiyoshi It\ˆ{o} and give an intuitive explanation of his famous lemma.